iSTOXX Europe 600 SD-KPI
The index covers all 600 components of the parent index STOXX® Europe 600. By overweighting or underweighting the components by -50%, -25%, 0%, 25%, 50% on the basis of their SD-KPIntegration® Scores, the tracking error against the parent index remains low. This allows for hedging through liquid STOXX® Europe 600 futures und options at the leading derivatives exchange Eurex (operated by Deutsche Boerse).
The publication SD-KPIndex®: How to integrate material ESG indicators into mainstream indices and benchmarks defines the SD-KPIndex® methodology, which is copyrighted by SD-M®.